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Measure transport underpins several recent algorithms for posterior approximation in the Bayesian context, wherein a transport map is sought to minimise the Kullback--Leibler divergence (KLD) from the posterior to the approximation. The KLD…
We present two strategies for controlling the transport dynamics of mesoscopic devices. In both cases, we manipulate the system's output - such as particle currents and energy flows - while maintaining symmetric transport properties, even…
We study the optimal transport problem for $d>2$ discrete measures. This is a linear programming problem on $d$-tensors. It gives a way to compute a "distance" between two sets of discrete measures. We introduce an entropic regularization…
An optimal transport problem on finite spaces is a linear program. Recently, a relaxation of the optimal transport problem via strictly convex functions, especially via the Kullback--Leibler divergence, sheds new light on data sciences.…
We derive a class of divergences measuring the difference between probability density functions on the one-dimensional sample space. This divergence is a one-parameter variation of the Itakura--Saito divergence between quantile density…
We present a unified technique for sequential estimation of convex divergences between distributions, including integral probability metrics like the kernel maximum mean discrepancy, $\varphi$-divergences like the Kullback-Leibler…
We present novel retrospective change point detection approach based on optimal transport and geometric discrepancy. The method does not require any parametric assumptions about distributions separated by change points. It can be used both…
Deep Neural Networks (DNNs) have achieved remarkable success in a variety of tasks, especially when it comes to prediction accuracy. However, in complex real-world scenarios, particularly in safety-critical applications, high accuracy alone…
Sampling-based model predictive control (MPC) has the potential for use in a wide variety of robotic systems. However, its unstable updates and poor convergence render it unsuitable for real-time control of robotic systems. This study…
Transport maps have become a popular mechanic to express complicated probability densities using sample propagation through an optimized push-forward. Beside their broad applicability and well-known success, transport maps suffer from…
We describe a method for computing transport coefficients from the direct evaluation of large deviation function. This method is general, relying on only equilibrium fluctuations, and is statistically efficient, employing trajectory based…
Optimal transport has recently started to be successfully employed to define misfit or loss functions in inverse problems. However, it is a problem intrinsically defined for positive (probability) measures and therefore strategies are…
This paper focuses on multi-block optimization problems over transport polytopes, which underlie various applications including strongly correlated quantum physics and machine learning. Conventional block coordinate descent-type methods for…
Optimal transport induces the Earth Mover's (Wasserstein) distance between probability distributions, a geometric divergence that is relevant to a wide range of problems. Over the last decade, two relaxations of optimal transport have been…
Mixture distributions arise in many application areas, for example as marginal distributions or convolutions of distributions. We present a method of constructing an easily tractable discrete mixture distribution as an approximation to a…
We develop a discrete optimal transport framework for analyzing simulated annealing algorithms on finite state spaces. Building on the discrete Wasserstein metric introduced by Maas (J. Funct. Anal., 2011), we define a generalized discrete…
Discretization of continuous-time diffusion processes is a widely recognized method for sampling. However, it seems to be a considerable restriction when the potentials are often required to be smooth (gradient Lipschitz). This paper…
The Kullback-Leibler (KL) divergence is frequently used in data science. For discrete distributions on large state spaces, approximations of probability vectors may result in a few small negative entries, rendering the KL divergence…
A self-consistent method for calculating electron transport through a molecular device is proposed. It is based on density functional theory electronic structure calculations under periodic boundary conditions and implemented in the…
Tensor train decomposition is widely used in machine learning and quantum physics due to its concise representation of high-dimensional tensors, overcoming the curse of dimensionality. Cross approximation-originally developed for…